+743.6%
BAX vs MLM
+3,039.4%
-2,295.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.1% |
| 7D | +9.1% | -1.2% | +10.4% | +9.4% |
| 30D | +5.3% | +7.9% | -2.6% | +3.5% |
| 3M | -6.1% | -4.5% | -1.7% | -5.4% |
| 6M | +53.3% | -12.6% | +65.9% | +57.1% |
| YTD | +34.4% | -14.9% | +49.3% | +38.3% |
| 1Y | +43.2% | -13.1% | +56.2% | +46.7% |
| 3Y | -20.1% | +21.2% | -41.4% | -23.7% |
| 5Y | -63.7% | +32.0% | -95.8% | -66.3% |
| 10Y | -36.3% | +195.3% | -231.7% | -51.6% |
| All | +743.6% | +3,039.4% | -2,295.8% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling